Provides causal inference with interactive fixed-effect models. It imputes counterfactuals for each treated unit using control group information based on a linear interactive fixed effects model that incorporates unit-specific intercepts interacted with time-varying coefficients. This method generalizes the synthetic control method to the case of multiple treated units and variable treatment periods, and improves efficiency and interpretability. This version supports unbalanced panels and implements the matrix completion method.
How to Uses: Examples
Reference: Yiqing Xu. 2017. "Generalized Synthetic Control Method: Causal Inference with Interactive Fixed Effects Models." Political Analysis, Vol. 25, Iss. 1, January 2017, pp. 57-76. Available at: http://dx.doi.org/10.1017/pan.2016.2
Note on installation failure:
Rcpp, RcppArmadillo and MacOS "-lgfortran" and "-lquadmath" error, see: http://thecoatlessprofessor.com/programming/rcpp-rcpparmadillo-and-os-x-mavericks-lgfortran-and-lquadmath-error/
Installation failure related to OpenMP on MacOS, see: http://thecoatlessprofessor.com/programming/openmp-in-r-on-os-x/